fmx-class {fmx}

fmx Class: Finite Mixture Parametrization

Description

An S4 object to specify the parameters and type of distribution of a one-dimensional finite mixture distribution.

Slots

distname

character scalar, name of parametric distribution of the mixture components. Currently, normal ('norm') and Tukey g-&-h ('GH') distributions are supported.

pars

double matrix, all distribution parameters in the mixture. Each row corresponds to one component. Each column includes the same parameters of all components. The order of rows corresponds to the (non-strictly) increasing order of the component location parameters. The columns match the formal arguments of the corresponding distribution, e.g., 'mean' and 'sd' for normal mixture, or 'A', 'B', 'g' and 'h' for Tukey g-&-h mixture.

w

numeric vector of mixing proportions that must sum to 1

data

(optional) numeric vector, the one-dimensional observations

data.name

(optional) character scalar, a human-friendly name of the observations

vcov_internal

(optional) variance-covariance matrix of the internal (i.e., unconstrained) estimates

vcov

(optional) variance-covariance matrix of the mixture distribution (i.e., constrained) estimates

Kolmogorov,CramerVonMises,KullbackLeibler

(optional) numeric scalars